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Etho Climate Leadership U.S. ETF (ETHO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26924G8886

CUSIP

26924G888

Issuer

ETFMG

Inception Date

Nov 18, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Etho Climate Leadership Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

ETHO has an expense ratio of 0.48%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Etho Climate Leadership U.S. ETF (ETHO) returned -2.80% year-to-date (YTD) and 1.65% over the past 12 months.


ETHO

YTD

-2.80%

1M

14.77%

6M

-4.92%

1Y

1.65%

3Y*

6.47%

5Y*

9.64%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.39%

1M

12.89%

6M

1.19%

1Y

12.45%

3Y*

15.19%

5Y*

14.95%

10Y*

10.86%

*Annualized

Monthly Returns

The table below presents the monthly returns of ETHO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.68%-5.10%-6.45%-2.76%8.60%-2.80%
2024-1.98%3.63%3.56%-6.89%3.80%0.19%5.18%0.27%0.77%-1.65%8.69%-6.49%8.22%
20239.60%-2.80%-0.63%-2.23%-2.22%7.12%3.37%-3.33%-5.68%-5.89%9.57%8.56%14.40%
2022-9.60%-1.96%2.57%-10.40%0.67%-9.56%12.74%-3.62%-10.46%7.54%6.82%-6.49%-22.49%
20211.66%3.27%3.43%2.09%0.27%2.77%0.71%2.45%-4.57%6.69%-1.75%3.56%22.12%
2020-0.26%-8.23%-15.63%13.96%5.21%4.55%5.38%4.53%-2.21%-0.22%13.71%6.03%25.45%
20199.67%5.34%0.59%4.22%-6.35%8.11%1.66%-2.33%2.17%2.44%3.39%2.18%34.63%
20184.27%-2.37%-0.75%-0.61%3.67%0.55%2.63%3.71%-0.32%-8.39%2.67%-9.07%-5.02%
20173.04%3.01%0.66%1.35%1.01%1.72%1.93%-0.19%2.98%2.71%3.32%0.32%24.09%
2016-7.26%4.33%5.58%0.83%1.98%-0.97%5.43%-0.04%0.20%-2.94%5.73%0.65%13.46%
20151.08%-2.42%-1.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETHO is 18, meaning it’s performing worse than 82% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ETHO is 1818
Overall Rank
The Sharpe Ratio Rank of ETHO is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ETHO is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ETHO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ETHO is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ETHO is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Etho Climate Leadership U.S. ETF (ETHO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Etho Climate Leadership U.S. ETF Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: 0.08
  • 5-Year: 0.47
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Etho Climate Leadership U.S. ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Etho Climate Leadership U.S. ETF provided a 0.71% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.20$0.40$0.60$0.80201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.41$0.41$0.86$0.54$0.43$0.40$0.35$0.29$0.28$0.32

Dividend yield

0.71%0.69%1.55%1.09%0.67%0.75%0.82%0.91%0.81%1.17%

Monthly Dividends

The table displays the monthly dividend distributions for Etho Climate Leadership U.S. ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.15$0.41
2023$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.15$0.00$0.00$0.43$0.86
2022$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.21$0.54
2021$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.14$0.43
2020$0.00$0.00$0.05$0.00$0.00$0.11$0.00$0.00$0.07$0.00$0.00$0.17$0.40
2019$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.12$0.35
2018$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.10$0.29
2017$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.12$0.28
2016$0.03$0.00$0.00$0.07$0.00$0.00$0.22$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Etho Climate Leadership U.S. ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Etho Climate Leadership U.S. ETF was 36.67%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.

The current Etho Climate Leadership U.S. ETF drawdown is 9.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.67%Feb 20, 202023Mar 23, 202098Aug 11, 2020121
-30.65%Nov 17, 2021229Oct 14, 2022531Nov 25, 2024760
-25.5%Dec 5, 202484Apr 8, 2025
-20.56%Sep 24, 201864Dec 24, 201868Apr 3, 2019132
-15.13%Dec 2, 201544Feb 8, 201643Apr 18, 201687

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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